+22.3%
DIS vs FTNT
+2,069.7%
-2,047.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | +1.7% | -5.3% | -3.9% |
| 30D | +1.0% | -4.3% | +5.2% | +1.6% |
| 3M | +5.7% | +13.6% | -7.9% | +1.9% |
| 6M | +3.3% | +87.6% | -84.3% | -12.4% |
| YTD | -7.7% | +98.0% | -105.7% | -22.9% |
| 1Y | -10.0% | +96.9% | -106.9% | -24.9% |
| 3Y | +31.7% | +145.4% | -113.7% | +0.1% |
| 5Y | -42.2% | +153.0% | -195.2% | -59.0% |
| 10Y | +22.3% | +2,098.3% | -2,075.9% | -45.9% |
| All | +22.3% | +2,069.7% | -2,047.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling